Improved confidence sets for the date of a structural break
Daisuke Yamazaki
| Year of publication: |
2021
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|---|---|
| Authors: | Yamazaki, Daisuke |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 40.2021, 3, p. 257-289
|
| Subject: | Break direction | confidence set | coverage rate | Strukturbruch | Structural break | Monte-Carlo-Simulation | Monte Carlo simulation | Statistischer Test | Statistical test |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2020.1780730 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012515598